I am following the book "The Definitive Guide to Drupal 7" where I am trying to add a new view. But when I tried to add filter,I can't find the User in the FILER list . I am very beginner to Drupal,though I know PHP .
It depends on what kind of view you're creating. You are probably working on a view for content. So the filters are limited to those related to content. You can add a relationship "Content: Author" (Relate content to the user who created it.) under "Advanced Options" to add more filter criteria to the filter criteria list (User will show up in the filter list then, too).
Or you try creating a view for users.